+143.6%
TE vs CLBK
+68.1%
+75.5%
-69.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLBK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.7% | +0.5% | -7.2% | -6.7% |
| 7D | +0.9% | -1.4% | +2.2% | +0.9% |
| 30D | -16.3% | +4.5% | -20.8% | -16.2% |
| 3M | -40.8% | +22.8% | -63.5% | -41.4% |
| 6M | -42.6% | +43.4% | -86.0% | -44.2% |
| YTD | -31.4% | +64.1% | -95.5% | -31.9% |
| All | +143.6% | +68.1% | +75.5% | +125.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CLBK.
Daily Out/Under-Performance
Portfolio return minus CLBK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLBK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLBK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling